I own nothing.
It wasn't difficult to find out what they had done; Celegorm's servants weren't exactly trying to conceal their deeds from anyone, let alone Maedhros. Punishment he might have meted out for their deeds, had Maedhros not felt a cold hand squeeze his heart in fear, at the words We left them in the woods. At that, he turned and fled, out of Menegroth and into the cold night, snow-swept winds battering against his face and back.
Where could they be?
How old were Dior's sons? Six, seven? The twin princes could not be older than ten, for news of Dior and Nimloth's marriage had reached Maedhros less than eleven years ago. They were young, and small, and susceptible to the snow and wind, vulnerable to wolves and bears and any other hungry animal that might come upon them. Maedhros wheeled about on his feet, stumbling over fallen branches and snowdrifts, barely able to see more than a foot in front of him in the dark, for in his haste he had neglected to take a lantern with him from the Thousand Caves, and he called out:
"Eluréd! Elurín!"
He called out for them, crying their names, his voice lost in the howling wind, and having only the wind in response. It was as though he was young again and searching for the Ambarussa after they had gotten lost in the backwoods of Valinor, except that this was not Valinor, the world was marred and broken, and there was danger here that had not existed in Valinor.
For the first time, Maedhros saw and understood the wages of Námo's prophesied Doom, and more keenly the wages of the Oath he had sworn in Tirion, when he had impulsively stood at his father's side, spoken without thinking for love of Fëanor and Finwë. True, he had already lost much, already done terrible things and seen no profit come from them, but now at last Maedhros understood. It shook him, that it took something so pointlessly cruel to open his eyes, but he knew now, saw the truth of the words To evil end shall all things turn that they begin well.
The woods were lonely, dark and deep. He cried out the names of the twin princes, again and again, venturing deeper into the dark woods of Doriath searching for them, boots crunching in the snow, and only ever hearing the howling of the wind for answer. Eluréd and Elurín might have come through here, might have tread the ground that Maedhros now tread, but he would never know for the harsh wind blew all evidence from the snow, filling up footprints and hiding any signs of life.
He would search for them. All the while it occurred to him that the boys might already be dead, and that if they were alive still if they heard him, they might well not come to him, the slaughterer of their people, but Maedhros ventured further on into the dark, nonetheless.
(And no matter where he turned, he saw nothing, and heard nothing.)
"To evil end shall all things turn that they begin well."—The Silmarillion, Chapter Nine ('Of the Flight of the Noldor'), Page 88.